Literature DB >> 31770994

Probability density of the fractional Langevin equation with reflecting walls.

Thomas Vojta1, Sarah Skinner1, Ralf Metzler2.   

Abstract

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications.

Year:  2019        PMID: 31770994     DOI: 10.1103/PhysRevE.100.042142

Source DB:  PubMed          Journal:  Phys Rev E        ISSN: 2470-0045            Impact factor:   2.529


  1 in total

1.  Reflected fractional Brownian motion in one and higher dimensions.

Authors:  Thomas Vojta; Samuel Halladay; Sarah Skinner; Skirmantas Janušonis; Tobias Guggenberger; Ralf Metzler
Journal:  Phys Rev E       Date:  2020-09       Impact factor: 2.707

  1 in total

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